+513.3%
XRT vs DPZ
+3,086.6%
-2,573.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.6% |
| 7D | +0.8% | -2.5% | +3.4% | +1.7% |
| 30D | -4.2% | -7.0% | +2.8% | -1.9% |
| 3M | +5.1% | +11.6% | -6.5% | +0.6% |
| 6M | +2.4% | -15.2% | +17.6% | +7.3% |
| YTD | +3.2% | -17.2% | +20.4% | +8.8% |
| 1Y | +1.5% | -24.8% | +26.4% | +10.5% |
| 3Y | +40.6% | -8.7% | +49.2% | +40.2% |
| 5Y | -1.0% | -28.9% | +27.9% | +5.8% |
| 10Y | +128.4% | +153.6% | -25.2% | +43.8% |
| All | +513.3% | +3,086.6% | -2,573.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling